liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series
Version 1.0-7

Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy.

Package details

AuthorMarina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]
Date of publication2018-05-22 11:03:13 UTC
MaintainerMatt Nunes <[email protected]>
Package repositoryView on CRAN
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liftLRD documentation built on May 22, 2018, 5:08 p.m.